CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 15-Jul-2020

Day Change Summary
	Previous	Current
	14-Jul-2020	15-Jul-2020	Change	Change %	Previous Week
Open	0.7352	0.7348	-0.0005	-0.1%	0.7374
High	0.7356	0.7407	0.0051	0.7%	0.7413
Low	0.7330	0.7348	0.0018	0.2%	0.7337
Close	0.7343	0.7405	0.0062	0.8%	0.7360
Range	0.0026	0.0059	0.0033	126.9%	0.0077
ATR	0.0051	0.0052	0.0001	1.9%	0.0000
Volume	71,035	69,330	-1,705	-2.4%	297,779

Daily Pivots for day following 15-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7563	0.7543	0.7437
R3	0.7504	0.7484	0.7421
R2	0.7445	0.7445	0.7415
R1	0.7425	0.7425	0.7410	0.7435
PP	0.7386	0.7386	0.7386	0.7391
S1	0.7366	0.7366	0.7399	0.7376
S2	0.7327	0.7327	0.7394
S3	0.7268	0.7307	0.7388
S4	0.7209	0.7248	0.7372

Weekly Pivots for week ending 10-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7599	0.7556	0.7402
R3	0.7523	0.7480	0.7381
R2	0.7446	0.7446	0.7374
R1	0.7403	0.7403	0.7367	0.7387
PP	0.7370	0.7370	0.7370	0.7362
S1	0.7327	0.7327	0.7353	0.7310
S2	0.7293	0.7293	0.7346
S3	0.7217	0.7250	0.7339
S4	0.7140	0.7174	0.7318

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7413	0.7330	0.0083	1.1%	0.0043	0.6%	90%	False	False	65,066
10	0.7413	0.7330	0.0083	1.1%	0.0043	0.6%	90%	False	False	60,513
20	0.7417	0.7292	0.0125	1.7%	0.0046	0.6%	90%	False	False	57,617
40	0.7510	0.7119	0.0391	5.3%	0.0056	0.8%	73%	False	False	39,634
60	0.7510	0.7018	0.0492	6.6%	0.0058	0.8%	79%	False	False	26,464
80	0.7510	0.6878	0.0633	8.5%	0.0065	0.9%	83%	False	False	19,885
100	0.7541	0.6827	0.0714	9.6%	0.0068	0.9%	81%	False	False	15,965
120	0.7624	0.6827	0.0797	10.8%	0.0060	0.8%	73%	False	False	13,311

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7657
2.618	0.7561
1.618	0.7502
1.000	0.7466
0.618	0.7443
HIGH	0.7407
0.618	0.7384
0.500	0.7377
0.382	0.7370
LOW	0.7348
0.618	0.7311
1.000	0.7289
1.618	0.7252
2.618	0.7193
4.250	0.7097

Fisher Pivots for day following 15-Jul-2020
Pivot	1 day	3 day
R1	0.7395	0.7392
PP	0.7386	0.7380
S1	0.7377	0.7368

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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